Internalising and externalising behaviours may have heterogeneous patterns across childhood. Different aspects of young children's proximal family environments may influence these behavioural profiles. Previous studies have used indicators of family instability at one point in time or collapsed several indicators into an index. We assess whether patterns in internalising and externalising behaviours across childhood are in part determined by changes and events in multiple domains of the family environment across early childhood. Using Millennium Cohort Study data and Latent Profile Analysis, we created longitudinal latent profiles for internalising and externalising behaviour using child behaviour scores at ages 3, 5, 7, and 11. Time-varying markers of children's environments from ages 3–11 years included: poverty, family structure, number of siblings, residential moves, maternal depression, and hospital admissions. We derived five internalising profiles and two externalising profiles. Transitions into and out of poverty (ORs range: 1.9–3.3), changes in maternal depression (ORs range: 2.3–7.8), and persistent experiences of poverty and maternal depression had the strongest and most consistent associations with children's behaviours at all ages; early childhood experiences of maternal depression and poverty had independent longitudinal associations with children's behaviours; and residential moves were only related to externalising behaviours. This study emphasises the importance of investigating interrelated features of a child's proximal family environment alongside examining patterns in children's behaviour across childhood. To best support children and their families, policy solutions should focus on alleviating family poverty and depression and consider the holistic nature of a child's family environment.